Analysis run in : 2024-08-03 09:00
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Table Visualization¶
Out[13]:
| category | codeCOT | futures | latest | deltaW | zscore3M | zscore6M | |
|---|---|---|---|---|---|---|---|
| 0 | equities | 13874A | E-MINI S&P 500 | -6,151 | 21,882 | 1.133512 | 1.020573 |
| 1 | equities | 1170E1 | VIX FUTURES | -49,653 | 8,385 | -0.043705 | -0.362512 |
| 2 | equities | 239742 | RUSSELL E-MINI | -35,114 | 22,995 | 0.786256 | -0.020263 |
| 3 | equities | 12460+ | DJIA Consolidated | 13,546 | 2,170 | 0.710323 | 0.002393 |
| 4 | equities | 209742 | NASDAQ MINI | 3,208 | 2,979 | -0.158885 | -0.491822 |
| 5 | equities | 240741 | NIKKEI STOCK AVERAGE | -3,863 | 1,862 | -0.266184 | -0.471405 |
| 6 | rates | 043602 | UST 10Y NOTE | -682,480 | -21,869 | -1.849390 | -1.092272 |
| 7 | rates | 044601 | UST 5Y NOTE | -1,659,364 | -128,069 | -1.360882 | -1.884688 |
| 8 | rates | 042601 | UST 2Y NOTE | -1,111,228 | 38,719 | 0.043647 | -0.253334 |
| 9 | rates | 020601 | UST BOND | -43,266 | 22,460 | -0.860129 | -0.134653 |
| 10 | rates | 045601 | FED FUNDS | -211,316 | -74,295 | -1.430562 | -1.179720 |
| 11 | rates | 132741 | EURODOLLARS-3M | 0 | 0 | 0.000000 | 0.000000 |
| 12 | currencies | 098662 | USD INDEX | 16,940 | -1,263 | 0.892476 | 1.539586 |
| 13 | currencies | 097741 | JAPANESE YEN | -78,327 | 32,130 | 2.256805 | 1.938190 |
| 14 | currencies | 099741 | EURO FX | 23,601 | -22,751 | -0.005226 | -0.369322 |
| 15 | currencies | 096742 | BRITISH POUND | 115,759 | -31,437 | 1.146829 | 1.630325 |
| 16 | currencies | 232741 | AUSTRALIAN DOLLAR | -33,751 | -23,655 | 0.216492 | 0.884128 |
| 17 | currencies | 090741 | CANADIAN DOLLAR | -197,113 | -34,783 | -2.181394 | -2.263149 |
| 18 | currencies | 095741 | MEXICAN PESO | 66,647 | 1,473 | -0.767222 | -1.227206 |
| 19 | currencies | 112741 | NZ DOLLAR | -11,408 | -15,922 | -1.233981 | -1.129960 |
| 20 | currencies | 092741 | SWISS FRANC | -35,951 | 7,204 | 1.767660 | -0.257473 |
| 21 | commodities | 133741 | BITCOIN | -1,111 | -368 | -0.825171 | -0.095501 |
| 22 | commodities | 06765T | BRENT LAST DAY | -18,946 | 721 | 0.599044 | 0.343916 |
| 23 | commodities | 088691 | GOLD | 251,887 | -16,679 | 0.221190 | 0.722227 |
| 24 | commodities | 085692 | COPPER- #1 | 21,384 | -14,351 | -2.459215 | -0.367249 |
| 25 | commodities | 023651 | NAT GAS NYME | -84,956 | 6,094 | 0.892032 | 1.345407 |
| 26 | commodities | 111659 | GASOLINE RBOB | 23,019 | -8,853 | -1.975417 | -2.008423 |
| 27 | commodities | 022651 | NY HARBOR ULSD | 14,222 | 418 | 0.034539 | -0.005113 |
| 28 | commodities | 084691 | SILVER | 42,700 | -1,598 | -1.780029 | -0.009692 |
| 29 | commodities | 076651 | PLATINUM | 13,545 | 2,161 | -1.003156 | -0.157020 |
| 30 | commodities | 002602 | CORN | -229,595 | 26,348 | -0.751658 | -0.486585 |
| 31 | commodities | 005602 | SOYBEANS | -181,803 | -21,490 | -1.190997 | -0.933373 |
| 32 | commodities | 001602 | WHEAT-SRW | -53,659 | -3,651 | -1.177820 | -0.691737 |
| 33 | commodities | 001612 | WHEAT-HRW | -26,099 | 1,788 | -0.562613 | -0.021885 |
| 34 | commodities | 057642 | LIVE CATTLE | 93,432 | 13,902 | 1.891716 | 1.507776 |
| 35 | commodities | 054642 | LEAN HOGS | 18,068 | 9,446 | -0.468251 | -1.014379 |
| 36 | commodities | 080732 | SUGAR NO. 11 | 17,155 | 2,706 | 0.076254 | -0.637445 |
| 37 | commodities | 033661 | COTTON NO. 2 | -31,126 | -3,987 | -1.396400 | -1.297833 |
| 38 | commodities | 083731 | COFFEE C | 62,467 | -3,165 | -1.009470 | -0.065563 |
| 39 | commodities | 073732 | COCOA | 22,840 | -280 | 0.988710 | -0.331128 |
| 40 | commodities | 040701 | FRZN CONCENTRATED ORANGE JUICE | 3,202 | -541 | -0.669287 | 0.349676 |
Plotting plotly¶
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